Field programmable gate array with internal phase-locked loop

A method for processing a first serial data stream comprising market data, using a field programmable gate array system, to generate a second serial data stream comprising order entry data, wherein the method comprises the steps of:

• (a) receiving, by a first plurality of data pins of a first interface of a field programmable gate array in the field programmable gate array system, the first serial data stream;
• (b) receiving, by a first reference clock pin in the first interface, a first clock signal having a first frequency and a first phase;
• (c) transmitting, from the first plurality of data pins of the first interface to a deserializer in the field programmable gate array, the first serial data stream;
• (d) transmitting, from the first reference clock pin in the first interface to the deserializer, the first clock signal;
• (e) generating, by the deserializer, a first receiver side clock signal having a second frequency and a second phase, based on the first clock signal;
• (f) converting, by the deserializer, the first serial data stream into a first plurality of parallel data streams;
• (g) transmitting, from the deserializer to computational circuitry in the field programmable gate array, the first receiver side clock signal;
• (h) transmitting, from the deserializer to the computational circuitry, the first plurality of data streams comprising a first plurality of data items and a first amount of data streams;
• (i) transmitting, from the deserializer via a first clock output pin on a second interface of the field programmable gate array to a phase detector that is part of the field programmable gate array system and not part of the field programmable gate array, the first receiver side clock signal;
• (j) generating, using the field programmable gate array system, a first transmitter side clock signal having a third frequency and a third phase, by performing the following steps until a first output of the phase detector is below a first threshold level:
• (i) generating, by an adjustable oscillator in the field programmable gate array system, a second clock signal having a fourth frequency and a fourth phase;
• (ii) generating a first wire rate clock signal having a fifth frequency and a fifth phase based on the second clock signal;
• (iii) generating, by a serializer in the field programmable gate array, an interim transmitter side clock signal having a sixth frequency and a sixth phase;
• (iv) transmitting, from the serializer via a second clock output pin of the second interface to the phase detector, the interim transmitter side clock signal;
• (v) generating, by the phase detector, the first output based on a comparison of the first receiver side clock signal and the interim transmitter side clock signal;
• (vi) transmitting, from the phase detector to a phase controller of the field programmable gate array system which is placed within the field programmable gate array, the first output;
• (vii) determining, by the phase controller, interim adjustment information based on the first output;
• and
• (viii) transmitting, from the phase controller to the adjustable oscillator, the interim adjustment information, wherein, the adjustable oscillator adjusts the second clock signal based on the interim adjustment information and steps (i) through (viii) are repeated until the first output of the phase detector is below the first threshold level;
• (k) transmitting, from the serializer to the computational circuitry, first transmitter side clock signal;
• (l) performing, by the computational circuitry, a first set of operations on at least a portion of the first plurality of data items to generate a second plurality of parallel data streams comprising a second amount of data streams, wherein the first set of operations does not include clock domain crossing operations that delays processing of the first set of parallel data streams;
• (m) transmitting, from the computational circuitry to the serializer, the second plurality of parallel data streams;
• (n) converting, by the serializer, the second plurality of parallel data streams into the second serial data stream;
• and
• (o) transmitting, from the serializer off the field gate programmable array system via a second plurality of data pins of the first interface, the second serial data stream.